Specially in the case of scenarios under uncertainty, the efficient management of risk when matching assets and … maximises the overall benefit over a time horizon. To solve this stochastic optimisation problem, a simulation …-Carlo simulation is employed to estimate the risk of failing to pay due liabilities. The simulation results allow us to set a safety …

Carbon risk, a type of climate risk, is expected to have a crucial impact, especially on high-carbon …-emitting, "polluting" firms as opposed to less carbon-intensive, "clean" ones. With a rising number of actions and policies being … explore the impact of the carbon risk factor, constructed as the daily median difference in default protection between …

Under the "dual carbon" goal, the core issue at present is to improve the environment while ensuring economic … increasingly significant carbon reduction effects. With the panel data of 30 provinces in China from 2012 to 2021 being the … research object, this study employs a spatial Durbin model to examine the impact of green finance on carbon emissions and …

In the context of stochastic uncertainty and the increasing complexity of logistics processes in the retail sector … chain services and economic indicators of the retail trade network. Using the anyLogistix software tool, a simulation model … because they can be eliminated in a short time. The simulation results show that the most tangible risks for the food retail …

this paper, we showed the results of the predicted daily loss of investment by using the historical simulation VaR model …, the delta-normal VaR model, and the Monte Carlo simulation VaR model with the confidence levels of 99%, 95%, and 90%. This …

-copula simulated returns give very similar but not identical results. Furthermore, the copula simulation provides more accurate market …-risk estimates than historical simulation. Finally, the results support the notion that G7 countries can provide an important …

and the transition to a low-carbon economy worsen the financial situation of European banking institutions. The analysis …